Pitti Engineering Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.43% (-3.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8153 | 7.51 | |
| 0.1104 | 5.17 | |
| 0.7028 | 12.22 | |
| 0.1912 | 3.54 | |
| -0.2087 | -2.30 | |
| -0.0163 | -0.19 | |
| 0.0786 | 1.01 | |
| -0.1394 | -1.79 | |
| 0.2290 | 1.87 |
Estimation Period:
Oct 9, 2008 to Feb 6, 2026
Oct 9, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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